On the Conjugate Measure of an Information Divergence using the Hermite-Hadamard Inequality

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Shioya, Hiroyuki (2002) On the Conjugate Measure of an Information Divergence using the Hermite-Hadamard Inequality. RGMIA research report collection, 5 (2).

Abstract

There are many types of information divergences with used two probability distributions. A new information divergence measure using the Hermite-Hadamard inequality was derived as the type similar to Csisár’s f-divergence. In this paper, we analyze the property concerning to the conjugate of its new divergence and derive some properties of the sequence of convex functions, which is generated by the transformation obtained from the conjugate of its divergence.

Item type Article
URI https://vuir.vu.edu.au/id/eprint/17707
Subjects Current > FOR Classification > 0102 Applied Mathematics
Current > FOR Classification > 0103 Numerical and Computational Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords Hermite-Hadamard inequality, information divergence
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